2 citations · 3 across the 5 of their papers we have counts for
5 papers · 1 filter
On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations
Matyas Barczy, Fanni K. Nedényi, Gyula Pap
We investigate joint temporal and contemporaneous aggregation of N independent copies of strictly stationary INteger-valued AutoRegressive processes of order 1 (INAR(1)) with rando…
Convergence of partial sum processes to stable processes with application for aggregation of branching processes
Matyas Barczy, Fanni K. Nedényi, Gyula Pap
We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite…
On aggregation of multitype Galton-Watson branching processes with immigration
Matyas Barczy, Fanni K. Nedényi, Gyula Pap
Limit behaviour of temporal and contemporaneous aggregations of independent copies of a stationary multitype Galton-Watson branching process with immigration is studied in the so-c…
Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes
Fanni Nedényi, Gyula Pap
We discuss joint temporal and contemporaneous aggregation of independent copies of strictly stationary AR(1) and INteger-valued AutoRegressive processes of order 1 (INAR(1)) wi…
Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations
Matyas Barczy, Fanni Nedényi, Gyula Pap
We discuss joint temporal and contemporaneous aggregation of independent copies of strictly stationary INteger-valued AutoRegressive processes of order 1 (INAR(1)) with random…